STRATEGY VWAP MOMENTUM

20251003 (Friday, DoW=5)

TP: 125.0 pts  |  SL: 75.0 pts  |  Hours: 00:00:00 - 22:59:59

GENERAL

Total Trades: 5

Periodo: 2025-10-03 15:31:00 - 2025-10-03 22:59:00

Exposure Days: 1

Trades per Day: 5.00

Avg Duration: 80.20 min

Median Duration: 56.00 min

PERFORMANCE

Total Profit: $-1,640.00

Avg Profit: $-328.00

Median Profit: $-660.00

Std Profit: $1,649.10

Profit Factor: 0.60

WIN/LOSS

Win Rate: 25.0%

Winners / Losers: 1 / 3 (Ratio: 1:2)

Gross Profit: $2,500.00

Gross Loss: $-4,140.00

Avg Winner: $2,500.00

Avg Loser: $-1,035.00

Avg Winner / Avg Loser: (Ratio: 1:2.42)

Largest Winner: $2,500.00

Largest Loser: $-1,500.00

RISK METRICS

Max Drawdown: $-1,500.00

Sharpe Ratio: -0.20

Sortino Ratio: -0.61

Ulcer Index: 126.02

EXIT REASONS

TARGET exits: 1 (20.0%)

STOP exits: 2 (40.0%)

EOD exits: 1 (20.0%)

LONG ENTRIES (BUY)

Total LONG: 2

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $-1,980.00

Avg P&L: $-990.00

SHORT ENTRIES (SELL)

Total SHORT: 3

Win Rate: 0.0%

Winners / Losers: 0 / 0 (Ratio: N/A)

Total P&L: $340.00

Avg P&L: $113.33

CUMULATIVE P&L